3403779: Advanced Research Methods in Finance

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Semester:WS 12/13
Art:Modul/Prüfung
Sprache:Englisch
ECTS-Credits:10.0
Plansemester:1
Lektionen / Semester:117.0 L / 88.0 h
Selbststudium:212.0 h

Modulleitung/Dozierende

Studiengang

Masterstudium Banking and Financial Management (01.10.2008)

Beschreibung

  • Management and completion of a scientific project
  • Moderation
  • Brush-up Project Management

  • Fundamental Econometrics
  • Introduction to Time Series Analysis
  • Introduction to Panel Data Analysis
  • Introduction to Typical Econometrics and Database Software

  • Fundamentals of Modern Standard Capital Market Theory
  • Market Anomalies
  • Information Processing in Real Capital Markets
  • Statistical Characteristics of Share and Index Returns
  • The Event Study Method

Ziele

After completion of the module, the students are familiar with the significant concepts and terminology of empirical capital market research. They have at their disposal detailed knowledge of the manner in which capital market research develops and they master a range of established investigative methods. They additionally apply various computer-based procedures and methods of processing and structurally illustrating data. Within established parameters they conduct research projects and verify relevant findings. They discuss them with peers and colleagues on a professional level.

Kompetenzen

Lehrmethoden

Interactive Lecture, Exercises

Voraussetzungen (inhaltlich)

None

Prüfungsmodalitäten

  • Written examination with 120 minutes editing time (66.6%)
  • Term paper (33.3%)
  • Assignment (pass or fail)
  • Presentation (pass or fail)
  • Obligatory class participation

Beurteilung

Web-based online evaluation upon completion of module

Prüfungen

  • PWW-MA_Advanced Research Methods in Finance (WS 12/13, in Bewertung)